CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 25-Sep-2015
Day Change Summary
Previous Current
24-Sep-2015 25-Sep-2015 Change Change % Previous Week
Open 1.1220 1.1199 -0.0021 -0.2% 1.1346
High 1.1332 1.1248 -0.0084 -0.7% 1.1366
Low 1.1203 1.1154 -0.0049 -0.4% 1.1141
Close 1.1256 1.1225 -0.0031 -0.3% 1.1225
Range 0.0129 0.0094 -0.0035 -27.1% 0.0225
ATR 0.0122 0.0121 -0.0001 -1.2% 0.0000
Volume 450 386 -64 -14.2% 1,719
Daily Pivots for day following 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.1491 1.1452 1.1277
R3 1.1397 1.1358 1.1251
R2 1.1303 1.1303 1.1242
R1 1.1264 1.1264 1.1234 1.1284
PP 1.1209 1.1209 1.1209 1.1219
S1 1.1170 1.1170 1.1216 1.1190
S2 1.1115 1.1115 1.1208
S3 1.1021 1.1076 1.1199
S4 1.0927 1.0982 1.1173
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.1919 1.1797 1.1349
R3 1.1694 1.1572 1.1287
R2 1.1469 1.1469 1.1266
R1 1.1347 1.1347 1.1246 1.1296
PP 1.1244 1.1244 1.1244 1.1218
S1 1.1122 1.1122 1.1204 1.1071
S2 1.1019 1.1019 1.1184
S3 1.0794 1.0897 1.1163
S4 1.0569 1.0672 1.1101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1366 1.1141 0.0225 2.0% 0.0114 1.0% 37% False False 343
10 1.1497 1.1141 0.0356 3.2% 0.0116 1.0% 24% False False 333
20 1.1497 1.1130 0.0367 3.3% 0.0109 1.0% 26% False False 250
40 1.1749 1.0893 0.0856 7.6% 0.0118 1.1% 39% False False 200
60 1.1749 1.0860 0.0889 7.9% 0.0109 1.0% 41% False False 154
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1648
2.618 1.1494
1.618 1.1400
1.000 1.1342
0.618 1.1306
HIGH 1.1248
0.618 1.1212
0.500 1.1201
0.382 1.1190
LOW 1.1154
0.618 1.1096
1.000 1.1060
1.618 1.1002
2.618 1.0908
4.250 1.0755
Fisher Pivots for day following 25-Sep-2015
Pivot 1 day 3 day
R1 1.1217 1.1237
PP 1.1209 1.1233
S1 1.1201 1.1229

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These figures are updated between 7pm and 10pm EST after a trading day.

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